Estimation of censored linear errors-in-variables models

DOI10.1016/S0304-4076(97)00093-6zbMath0952.62107MaRDI QIDQ1298456

Liqun Wang

Publication date: 22 August 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

identificationmaximum-likelihood estimatormeasurement errorslimited dependent variableTobit modelmoment estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Related Items (8)

Model checking in Tobit regression with measurement errors using validation data ⋮ Bayesian mismeasurementt-models for censored responses ⋮ Maximum likelihood methods in a robust censored errors-in-variables model ⋮ A lack-of-fit test in Tobit errors-in-variables regression models ⋮ Second-order least squares estimation of censored regression models ⋮ Two‐stage estimation of limited dependent variable models with errors‐in‐variables ⋮ Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models ⋮ A simple adjustment for measurement errors in some limited dependent variable models.

Cites Work

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• Some aspects of measurement error in a censored regression model
• Tobit models: A survey
• Estimation of limited dependent variable models by ordinary least squares and the method of moments
• Identification and Estimation of Dichotomous Latent Variables Models Using Panel Data
• The Importance of Assessing Measurement Reliability in Multivariate Regression
• Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model
• Regression Analysis when the Dependent Variable Is Truncated Normal

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